Application Deadline for this workshop is October 20, 2017
This workshop will be held at the Penn Pavilion (Level 2), Duke University, Durham, NC.
This second workshop in the SAMSI Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics focusses on Monte Carlo sampling methods –an important class of computational algorithms for estimating high dimensional distributions. Monte Carlo sampling is widely used in physics, chemistry, mathematics and statistics, and is most useful when other methods fail due to the high dimensionality of the problem. Due to the extensive application of Monte Carlo sampling across disciplines, breakthroughs in one discipline can lead to advances in others.
This SAMSI workshop brings together experts from applied mathematics, statistics and machine learning for the purpose of exchanging ideas and advancing the broad area of sampling algorithms.
Schedule and Supporting Media
A schedule will be posted as the event approaches in 2017.
Confirmed Speakers currently include:
- Yves Atchade (University of Michigan)
- Tamara Broderick (MIT)
- Larry Carin (Duke University)
- Arnaud Doucet (Oxford University – GBR)
- Andrew Duncan (Sussex University – GBR)
- James Johndrow (Stanford University)
- Omar Ghattas (University of Texas – Austin)
- Fred J. Hickernell (Illinois Institute of Technology)
- Shiwei Lan (CalTech)
- Qiang Liu (Dartmouth)
- Lizhen Lin (Notre Dame University)
- Lester Mackey (Stanford University)
- Youssef Marzouk (MIT)
- Jonathan Mattingly (Duke University)
- Antonietta Mira (Università della Svizzera Italiana – CHE)
- Akihiko Nishimura (UCLA)
- Paris Perdikaris (MIT)
- Scott Schmidler (Duke University)
- Andrew Stuart (California Institute of Technology)
- Eric Vanden-Eijnden (New York University)
- Roshan Vengazhiyil (Georgia Institute of Technology)
- Jonathan Weare (University of Chicago)
- Clayton Webster (Oak Ridge National Lab)
More information will be made available as the event approaches in 2017.
Questions: email firstname.lastname@example.org